Dual attainment for the martingale transport problem (Q2419652): Difference between revisions

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+.04273
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+Optimal transport and Skorokhod embedding
@@ Property / cites work: Optimal transport and Skorokhod embedding / rank @@
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+Model-independent bounds for option prices -- a mass transport approach
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+On a problem of optimal transport under marginal martingale constraints
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+Martingale inequalities and deterministic counterparts
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+Complete duality for martingale optimal transport on the line
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+Duality for rectified cost functions
@@ Property / cites work: Duality for rectified cost functions / rank @@
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+Change of numeraire in the two-marginals martingale transport problem
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+Martingale optimal transport and robust hedging in continuous time
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+A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options
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+Structure of optimal martingale transport plans in general dimensions
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+The maximum maximum of a martingale with given \(n\) marginals
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+The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
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+Robust price bounds for the forward starting straddle
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+ROBUST BOUNDS FOR FORWARD START OPTIONS
@@ Property / cites work: ROBUST BOUNDS FOR FORWARD START OPTIONS / rank @@
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+Q3908230
@@ Property / cites work: Q3908230 / rank @@
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+The Skorokhod embedding problem and its offspring
@@ Property / cites work: The Skorokhod embedding problem and its offspring / rank @@
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+Martingale Inequalities for the Maximum via Pathwise Arguments
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+The Existence of Probability Measures with Given Marginals
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+W2962893500
@@ Property / OpenAlex ID: W2962893500 / rank @@
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